+118.6%
RPRX vs TDY
+45.1%
+73.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.1% |
| 7D | -8.0% | -1.9% | -6.2% | -7.7% |
| 30D | +2.1% | -12.5% | +14.6% | +4.5% |
| 3M | +8.2% | -0.8% | +9.0% | +8.0% |
| 6M | +28.9% | -9.0% | +37.9% | +30.6% |
| YTD | +54.1% | +16.8% | +37.3% | +48.9% |
| 1Y | +65.5% | +9.5% | +56.1% | +61.7% |
| All | +118.6% | +45.1% | +73.5% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling